Good question, but I'd rephrase it. If we ask "why," we can get stuck speculating about her psychology, and the reasoning behind it. However, if we ask "What is the effect of doing so?" and "How does a framing device fit the story?" we can make it into questions we can answer.
Any framing device distances readers from the story. It slows down their entry into it. Well, this is a story in which emotional distance (and overcoming it) is central, so the frame builds that in to the reader's experience. (We're even told that Frome's face looks "unapproachable.")
Now, turn to the way the story is introduced: the narrator has to piece it together from bits and pieces after the fact—long after, and through the eyes of locals that are seen by an outside party. The narrator is frustrated, and this creates a felt understanding of Ethan's situation, and of what it means to live through those harsh winters. The result is that the reader is predisposed to read the story in specific ways through the frame; it provides a "lens" for the story.